| Trading Metrics calculated at close of trading on 08-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,365.8 |
2,396.2 |
30.4 |
1.3% |
2,336.2 |
| High |
2,401.5 |
2,399.3 |
-2.2 |
-0.1% |
2,401.5 |
| Low |
2,356.0 |
2,358.3 |
2.3 |
0.1% |
2,327.4 |
| Close |
2,397.7 |
2,363.5 |
-34.2 |
-1.4% |
2,397.7 |
| Range |
45.5 |
41.0 |
-4.5 |
-9.9% |
74.1 |
| ATR |
34.0 |
34.5 |
0.5 |
1.5% |
0.0 |
| Volume |
293,254 |
240,781 |
-52,473 |
-17.9% |
783,206 |
|
| Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.7 |
2,471.1 |
2,386.1 |
|
| R3 |
2,455.7 |
2,430.1 |
2,374.8 |
|
| R2 |
2,414.7 |
2,414.7 |
2,371.0 |
|
| R1 |
2,389.1 |
2,389.1 |
2,367.3 |
2,381.4 |
| PP |
2,373.7 |
2,373.7 |
2,373.7 |
2,369.9 |
| S1 |
2,348.1 |
2,348.1 |
2,359.7 |
2,340.4 |
| S2 |
2,332.7 |
2,332.7 |
2,356.0 |
|
| S3 |
2,291.7 |
2,307.1 |
2,352.2 |
|
| S4 |
2,250.7 |
2,266.1 |
2,341.0 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.8 |
2,571.9 |
2,438.5 |
|
| R3 |
2,523.7 |
2,497.8 |
2,418.1 |
|
| R2 |
2,449.6 |
2,449.6 |
2,411.3 |
|
| R1 |
2,423.7 |
2,423.7 |
2,404.5 |
2,436.7 |
| PP |
2,375.5 |
2,375.5 |
2,375.5 |
2,382.0 |
| S1 |
2,349.6 |
2,349.6 |
2,390.9 |
2,362.6 |
| S2 |
2,301.4 |
2,301.4 |
2,384.1 |
|
| S3 |
2,227.3 |
2,275.5 |
2,377.3 |
|
| S4 |
2,153.2 |
2,201.4 |
2,356.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,401.5 |
2,327.4 |
74.1 |
3.1% |
32.9 |
1.4% |
49% |
False |
False |
204,797 |
| 10 |
2,401.5 |
2,304.7 |
96.8 |
4.1% |
29.2 |
1.2% |
61% |
False |
False |
175,312 |
| 20 |
2,406.7 |
2,304.2 |
102.5 |
4.3% |
34.5 |
1.5% |
58% |
False |
False |
183,411 |
| 40 |
2,477.0 |
2,304.2 |
172.8 |
7.3% |
35.2 |
1.5% |
34% |
False |
False |
139,635 |
| 60 |
2,477.0 |
2,304.2 |
172.8 |
7.3% |
37.7 |
1.6% |
34% |
False |
False |
99,381 |
| 80 |
2,477.0 |
2,190.7 |
286.3 |
12.1% |
36.4 |
1.5% |
60% |
False |
False |
75,904 |
| 100 |
2,477.0 |
2,036.0 |
441.0 |
18.7% |
33.8 |
1.4% |
74% |
False |
False |
61,245 |
| 120 |
2,477.0 |
2,036.0 |
441.0 |
18.7% |
31.6 |
1.3% |
74% |
False |
False |
51,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,573.6 |
|
2.618 |
2,506.6 |
|
1.618 |
2,465.6 |
|
1.000 |
2,440.3 |
|
0.618 |
2,424.6 |
|
HIGH |
2,399.3 |
|
0.618 |
2,383.6 |
|
0.500 |
2,378.8 |
|
0.382 |
2,374.0 |
|
LOW |
2,358.3 |
|
0.618 |
2,333.0 |
|
1.000 |
2,317.3 |
|
1.618 |
2,292.0 |
|
2.618 |
2,251.0 |
|
4.250 |
2,184.1 |
|
|
| Fisher Pivots for day following 08-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,378.8 |
2,368.6 |
| PP |
2,373.7 |
2,366.9 |
| S1 |
2,368.6 |
2,365.2 |
|